+2,072.5%
FTNT vs NWSA
+149.4%
+1,923.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -0.1% | -2.8% | +2.7% | +1.0% |
| 30D | -3.0% | +3.0% | -6.0% | -4.1% |
| 3M | +7.6% | +12.3% | -4.7% | +2.3% |
| 6M | +87.0% | +21.9% | +65.1% | +72.0% |
| YTD | +96.5% | +13.6% | +83.0% | +85.2% |
| 1Y | +92.9% | +0.5% | +92.5% | +90.5% |
| 3Y | +139.8% | +43.8% | +96.1% | +104.0% |
| 5Y | +151.3% | +41.2% | +110.2% | +111.4% |
| All | +2,072.5% | +149.4% | +1,923.1% | +1,371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling